Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522598.0002 | 151793.4266 | 370804.5736 | 3746982.277 | 1425239.9953 | 2321742.2816 |
Total P&L (%) | 522.598 | 151.7934 | 370.8046 | 3746.9823 | 1425.24 | 2321.7423 |
Avg Daily Profit (%) | 0.3525 | 0.1024 | 0.2501 | 0.2465 | 0.1839 | 0.2152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87643 | -26932 | -75362 | -2181029 | -416883 | -2136987 |
Profit Factor | 2.6418 | 2.2601 | 2.8742 | 1.6956 | 1.8192 | 1.6366 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 85.1852 | 80.8824 | 89.5522 | 85.1852 | 80.8824 | 89.5522 |
Ratio Avg Win / Avg Loss | 0.4595 | 0.5342 | 0.3353 | 0.2949 | 0.43 | 0.1909 |
Largest Winning Trade | 32103 | 24014 | 32103 | 499170 | 261873 | 499170 |
Largest Losing Trade | -75362 | -22662 | -75362 | -1839345 | -341684 | -1839345 |
Avg Bars in Trades | 38 | 9 | 68 | 38 | 9 | 68 |
Avg Bars in Winners | 20 | 5 | 33 | 20 | 5 | 33 |
Avg Bars in Losers | 147 | 29 | 365 | 147 | 29 | 365 |
Bars Traded | 5261 | 679 | 4583 | 5261 | 679 | 4583 |
Profit Streak | 229.9267 | 229.9267 | 260.4267 | 229.9267 | 229.9267 | 260.4267 |
Trades During Streak | 20 | 10 | 14 | 20 | 10 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660219 | -158188 | -99526 | 561864 | -94830 | -101796 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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